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If any leg of an Iceberg is canceled
As far as I understand, once the first leg (parent order) of an iceberg order is executed, its state is changed to COMPLETE, and immediately the second leg's order will placed into the market. The second leg's orderId will be available in the orderbook only after the first leg's order reaches COMPLETE status, and so on.
Am I correct?
You said: Do you mean that I can still use the parent orderId to cancel or modify the remaining pending legs, even when the parent order's status is COMPLETE?
If not, is there any recommended way to get the orderId of the currently open pending leg?